Morgan Hedge Fund Indices | September | % Winner |
---|
MHX ABSOLUTE ALPHA INDEX | -- | -- |
MHX UCITS Index | -- | -- |
MHX Aggregate Index | 1.79% | 87.50% |
MHX Hedge Fund Index | 2.28% | 89.74% |
MHX Fund of Funds Index | 0.28% | 100.00% |
MHX CTA Index | 1.21% | 85.71% |
MHX Managed Accounts Index | -0.40% | 80.00% |
Other Investment Funds | 1.35% | 66.67% |
As of: Oct. 29, 2024 - 00:15 CET
Index History Strategy Index MHX ALPHA
Morgan Hedge Index | September | % Winner | 12 Months |
---|
Convertible Arbitrage | 0.06% | 100.00% | 13.08% |
Equity Hedged | 3.44% | 100.00% | 17.93% |
Equity Long only | 5.97% | 90.91% | 30.88% |
Equity Long/Short | 2.09% | 100.00% | 17.46% |
Event Driven | 1.78% | 100.00% | 15.08% |
Forex ( Currencies) | 1.66% | 100.00% | 11.00% |
Global Macro | 2.25% | 100.00% | -5.88% |
Long Bias | -15.71% | 0.00% | 4.70% |
Merger Arbitrage | -0.06% | 50.00% | 10.58% |
Multi-Strategy/Diversified | 1.09% | 100.00% | 11.70% |
Options/Derivatives Strategies | 0.03% | 50.00% | 29.13% |
Quantitative | -3.79% | 25.00% | 17.58% |
Sector: Real Estate | 0.80% | 100.00% | 8.84% |
Value | 2.50% | 100.00% | 17.78% |
Volatility | 0.48% | 100.00% | 8.38% |
Currency (CTA) | 0.11% | 100.00% | 0.78% |
Diversified / Multi Strategy (CTA) | 2.28% | 100.00% | 6.61% |
Stock Index (CTA) | 1.49% | 100.00% | 10.62% |
Systematic / Quantitative (CTA) | 1.66% | 100.00% | -1.57% |
Historical Index Data
Morgan Hedge Index | YTD | 2023 | 2022 | 2021 |
---|
MHX Aggregate Index | 8.62% | 8.72% | -2.81% | 15.69% |
MHX ABSOLUTE ALPHA | -0.53% | -1.03% | 4.17% | 2.12% |
MHX UCITS Index | 8.59% | 13.57% | -7.03% | 9.81% |
MHX Hedge Fund Index | 10.46% | 9.86% | -4.76% | 12.27% |
MHX Fund of Funds Index | 5.17% | 3.09% | 1.24% | 6.64% |
MHX CTA Index | 1.15% | 3.63% | -6.55% | 4.37% |
MHX Managed Accounts Index | 0.61% | 4.15% | 6.24% | 13.54% |
Other Investment Funds | 20.96% | 19.39% | -5.66% | 93.90% |